Corporate Treasury - Quantitative Engineer - Vice President - London
On-siteLondon, England, United Kingdom
Job Summary
Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned to IRRBB best practices. Build robust analytics for sensitivity, stress, and scenarios analysis across portfolios and entities. Produce and enhance methodologies for interest rate risk metrics while partnering with stakeholders. Develop and uplift models to reflect evolving business needs, maintain documentation, and support regulatory inquiries. Deliver clear presentations and reports for discussions with managers and team. Requires excellent quantitative and communication skills, strong programming in C++, Java, or Python, and experience in quantitative finance or risk systems. Full-time role in London with competitive compensation and benefits.
Required Qualifications
- Excellent academic background in a quantitative field such as mathematics, physics, statistics, engineering, or computer science
- Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python
- Excellent written, verbal, and team-oriented communication skills
- Experience in quantitative finance role
- Ability to work independently
- Ability to thrive in a team environment
Desired Qualifications
- Masters and PhDs
- Building risk system
- Use of AI-based tools in development
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